Systemic Risk Dependence is a theoretical construct in dependence modeling that characterizes the asymmetric propagation of extreme financial distress across interconnected institutions, distinguished by its focus on tail co-movements and feedback mechanisms that amplify risks at the system-wide level.
201
Publications
12.3K
Citations
396
Authors
302
Institutions
Publications per year
2017–2026
74
Parents
Publications
201
Asset commonality, debt maturity and systemic risk
Franklin Allen, Ana Babus, Elena Carletti · Journal of Financial Economics · 2011 · 446 citations
1–5 of 201
Authors
396
- WM
4
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- SH
3
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- GG
3
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- FB
3
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- PB
3
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1–5 of 396
Institutions
302
Centre for Economic Policy Research
London, United Kingdom
8 h-index
8 publications
796 citations
International Monetary Fund
Washington D.C., United States
6 h-index
7 publications
321 citations
Universitat Pompeu Fabra
Barcelona, Spain
4 h-index
4 publications
283 citations
Montpellier Business School
Montpellier, France
4 h-index
6 publications
1.2K citations
De Nederlandsche Bank
Amsterdam, The Netherlands
4 h-index
7 publications
363 citations
Ifo Institute for Economic Research
Munich, Germany
4 h-index
4 publications
131 citations
University of Pennsylvania
Philadelphia, United States
4 h-index
6 publications
593 citations
National Bureau of Economic Research
Cambridge, United States
4 h-index
6 publications
279 citations
1–8 of 302
Venues
- SSRN Electronic Journal
Repository · 41 publications · 1.4K citations
19
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- Journal of Banking & Finance
7 publications · 1.4K citations
7
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- RePEc: Research Papers in Economics
Repository · 7 publications · 122 citations
7
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- Journal of Financial Stability
7 publications · 336 citations
7
h-index
- The North American Journal of Economics and Finance
5 publications · 247 citations
5
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1–5